You can test the sound quite simply: speaker-test -c6 (where -c6 indicates I want to test 6 channels for a 5.1 setup)

But for playing music, mpd is just a server.

It needs a frontend to tell it to do things. Check out mpc for a fairly basic command line player. There are of course many, many clients (including graphical ones you can connect over the network) so you can play around with those.